WEAK CONVERGENCE OF HYBRID FILTERING PROBLEMS INVOLVING NEARL COMPLETEL DECOMPOSABLE HIDDEN MARKOV CHAINS.

Presents objectives to reduce the complexity of the underlying problems associated with the weak convergence of hybrid filtering problems involving nearly completely decomposable hidden Markov chains. Transition of probability matrix of the Markov chain which can be viewed as a nearly decomposable one; Illustration of how a reduced system of filtering equations can be obtained by aggregating the states of each recurrent class into one state.